One of those occasions was at the wedding of her daughter, Princess Louise, Duchess of Fife, on 27 July 1889. Below is a description of her tiara for the wedding.
From the Illustrated London News 31 July 1889.
A photo in Royal Collection shows that HM wore this tiara.
I believe that this is Queen Alexandra's sapphire tiara.
Many people, however, state that the dark stones are amethysts and that this tiara is the one worn by Princess Maud, Countess of Southesk.
After the Countess' death Queen Alexandra's amethyst necklace and an amethyst tiara were auctioned in 1946. At the same time a cabochon sapphire necklace given to the Queen by the Tsar and her sister for her 25th wedding anniversary, which was inherited by the Countess, was also sold, but I have not found a reference to a sapphire tiara.
For those who are not convinced that there is a significant difference in the size of the coloured stones and the surrounds of the central stones, I have attempted a side by side image (sorry it is not brilliant)
Queen Alexandra is shown on the left and the Countess on the right.
Other differences are - The dark stones in the tiara worn by Queen Alexandra are surrounded by diamonds within an outer border of diamonds. More importantly, these stones are sugar loaf cabochons gems, and significantly smaller than those in the Countess' tiara.
The central stones in the tiara worn by the Countess do not have the inner diamond border and the stones seem to me to be faceted gems, not cabochons. although they are obviously deep stones. I also feel that the outer diamond border in the Countess' tiara is thinner than the one in Queen Alexandra's, but that may be due to the angle from which the photo was taken. The other elements appear to match.
A versatile tiara which could take different elements is a likely explanation.
I now think that Queen Alexandra used the central elements from the sapphire necklace given to her by the Tsar and Empress for her 25th wedding anniversary as the central elements in the tiara when she wore it as a sapphire tiara.
The sapphires in the necklace are sugar loaf cabochons and are surrounded by diamond borders, and they seem to me to be a match with the elements in the tiara. According to Ursula's site each cluster in the necklace is detachable. (I am assuming that information was taken from the auction catalogue when the necklace was sold again in 1986) http://www.royal-magazin.de/england/queen-alexandra/sapphires-collar.htm